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General Discussion · Feature request : Volatility stop
Kevin_in_GA
msg #121501
9/15/2014 8:40:09 AM

While not the same as what you are proposing, SF does have a volatility stop already:

http://www.stockfetcher.com/forums/Indicators/Chandelier-Exit/30756

Fetcher[
symlist(spy)
draw Chandelier Exit(22,2)
draw Parabolic SAR
draw Bollinger Bands(22,2)
]





Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
Kevin_in_GA
msg #121495
9/12/2014 10:14:27 AM

Yes - as I have indicated before, I use this approach to manage all of my 401k accounts. This is primarily because those accounts require me to allocate in asset class-based funds. TAA is perfectly designed for this type of investing.

Stock Picks and Trading · TRADING IRON CONDORS - FUN WITH OPTIONS
Kevin_in_GA
msg #121487
9/11/2014 1:23:55 PM

To make it easier to follow how this works. There was one losing trade, but not because it closed outside of the short strike, but because I got a really bad fill on the spread which was not enough to cover the commissions. Totally my fault rather than any fault of the strategy.

Open Time ET Action Num Opened Symbol Descrip Open Price Num Closed Closed Time ET Trade P/L

8/25/2014 13:40 BUY 20 SPY1405U192 SPY Sep5'14 192 put 0.12 20 9/6/2014 9:01 -259
8/25/2014 14:28 SELL 20 SPY1405U194 SPY Sep5'14 194 put 0.17 20 9/6/2014 9:01 321
Net Gain: $321-$259 = $62 After commissions

8/25/2014 13:43 SELL 20 IWM1405U111 IWM Sep5'14 111 put 0.16 20 9/6/2014 9:01 301
8/25/2014 13:42 BUY 20 IWM1405U109 IWM Sep5'14 109 put 0.09 20 9/6/2014 9:01 -199
Net Gain: $301-$199 = $102 After commissions

8/25/2014 13:44 BUY 20 IWM1405I121 IWM Sep5'14 121 call 0.03 20 9/6/2014 9:01 -79
8/25/2014 13:44 SELL 20 IWM1405I119 IWM Sep5'14 119 call 0.1 20 9/6/2014 9:01 181
Net Gain: $181-$79 = $102 After commissions

8/26/2014 13:54 BUY 20 GLD1405I129 GLD Sep5'14 129 call 0.06 20 9/6/2014 9:01 -139
8/26/2014 13:59 SELL 20 GLD1405I127 GLD Sep5'14 127 call 0.11 20 9/6/2014 9:01 201
Net Gain: $201-$139 = $62 After commissions

8/19/2014 9:30 SELL 20 SPY1429T190 SPY Aug29'14 190 put 0.17 20 8/30/2014 9:16 321
8/18/2014 15:52 BUY 20 SPY1429T188 SPY Aug29'14 188 put 0.16 20 8/30/2014 9:16 -339
Net Gain: $321-$339 = -$18 After commissions (bad fill at only 0.01 for the spread).

8/18/2014 15:58 SELL 20 IWM1429H118 IWM Aug29'14 118 call 0.11 20 8/30/2014 9:00 201
8/18/2014 15:58 BUY 20 IWM1429H120 IWM Aug29'14 120 call 0.02 20 8/30/2014 9:00 -59
Net Gain: $201-$59 = $142 After commissions

8/18/2014 15:54 SELL 20 IWM1429T109 IWM Aug29'14 109 put 0.15 20 8/30/2014 9:00 281
8/18/2014 15:53 BUY 20 IWM1429T107 IWM Aug29'14 107 put 0.09 20 8/30/2014 9:00 -199
Net Gain: $281-$199 = $82 After commissions

8/11/2014 15:04 BUY 20 GLD1422T119 GLD Aug22'14 119 put 0.06 20 8/23/2014 9:02 -139
8/11/2014 15:04 SELL 20 GLD1422T121 GLD Aug22'14 121 put 0.1 20 8/23/2014 9:02 181
Net Gain: $181-$139 = $42 After commissions

8/11/2014 15:08 BUY 20 SPY1422T184 SPY Aug22'14 184 put 0.19 20 8/23/2014 9:02 -399
8/11/2014 15:08 SELL 20 SPY1422T186 SPY Aug22'14 186 put 0.27 20 8/23/2014 9:02 521
Net Gain: $521-$399 = $122 After commissions

8/11/2014 15:12 SELL 20 IWM1422H118 IWM Aug22'14 118 call 0.08 20 8/23/2014 9:02 141
8/11/2014 15:11 BUY 20 IWM1422H120 IWM Aug22'14 120 call 0.03 20 8/23/2014 9:02 -79
Net Gain: $141-$79 = $62 After commissions

8/11/2014 15:37 BUY 20 IWM1422T105 IWM Aug22'14 105 put 0.11 20 8/23/2014 9:02 -239
8/11/2014 15:37 SELL 20 IWM1422T107 IWM Aug22'14 107 put 0.18 20 8/23/2014 9:02 341
Net Gain: $341-$239 = $102 After commissions

8/4/2014 15:42 SELL 20 GLD1416H128 GLD Aug16'14 128 call 0.13 20 8/17/2014 9:01 241
8/4/2014 15:41 BUY 20 GLD1416H130 GLD Aug16'14 130 call 0.07 20 8/17/2014 9:01 -159
Net Gain: $241-$159 = $82 After commissions

8/4/2014 15:40 SELL 20 GLD1416T120 GLD Aug16'14 120 put 0.16 20 8/17/2014 9:00 301
8/4/2014 15:39 BUY 20 GLD1416T118 GLD Aug16'14 118 put 0.08 20 8/17/2014 9:00 -179
Net Gain: $301-$179 = $122 After commissions

8/4/2014 15:33 SELL 20 SPY1416T185 SPY Aug16'14 185 put 0.22 20 8/17/2014 9:00 421
8/4/2014 15:32 BUY 20 SPY1416T183 SPY Aug16'14 183 put 0.16 20 8/17/2014 9:00 -339
Net Gain: $421-$339 = $102 After commissions

8/4/2014 15:36 SELL 20 IWM1416T105 IWM Aug16'14 105 put 0.17 20 8/17/2014 9:00 321
8/4/2014 15:36 BUY 20 IWM1416T103 IWM Aug16'14 103 put 0.11 20 8/17/2014 9:00 -239
Net Gain: $321-$239 = $82 After commissions

8/4/2014 15:34 BUY 20 SPY1416H200 SPY Aug16'14 200 call 0.05 20 8/17/2014 9:00 -119
8/4/2014 15:35 SELL 20 SPY1416H198 SPY Aug16'14 198 call 0.18 20 8/17/2014 9:00 341
Net Gain: $341-$119 = $122 After commissions

8/4/2014 15:37 SELL 20 IWM1416H116 IWM Aug16'14 116 call 0.09 20 8/17/2014 9:00 161
8/4/2014 15:37 BUY 20 IWM1416H118 IWM Aug16'14 118 call 0.03 20 8/17/2014 9:00 -79
Net Gain: $161-$79 = $82 After commissions

Stock Picks and Trading · TRADING IRON CONDORS - FUN WITH OPTIONS
Kevin_in_GA
msg #121486
9/11/2014 1:02:44 PM

Glad someone is at least looking at it. Not a lot of subscribers at C2 - I was ready to let it lapse until one week before expiration someone finally did the free trial!

As it stands C2 is not a great platform for trading options since you can't put spreads in as limit orders. Nonetheless the system has done quite well over the last six months or so.

Stock Picks and Trading · TRADING IRON CONDORS - FUN WITH OPTIONS
Kevin_in_GA
msg #121479
9/10/2014 3:32:13 PM

I set up the Iron Condor trades near the close on Monday, but these are for options that expire at the end of the following week, not the current week.

If you are following IC, I think you can see the open and close dates on all closed trades and can put the flow together. Here is every opened and closed trade for Pangolin IC since 8/4/2014:

Open Time ET Action Num Opened Symbol Descrip Open Price Num Closed Closed Time ET Trade P/L
8/25/2014 13:40 BUY 20 SPY1405U192 SPY Sep5'14 192 put 0.12 20 9/6/2014 9:01 -259
8/25/2014 13:43 SELL 20 IWM1405U111 IWM Sep5'14 111 put 0.16 20 9/6/2014 9:01 301
8/25/2014 13:42 BUY 20 IWM1405U109 IWM Sep5'14 109 put 0.09 20 9/6/2014 9:01 -199
8/25/2014 13:44 BUY 20 IWM1405I121 IWM Sep5'14 121 call 0.03 20 9/6/2014 9:01 -79
8/25/2014 13:44 SELL 20 IWM1405I119 IWM Sep5'14 119 call 0.1 20 9/6/2014 9:01 181
8/25/2014 14:28 SELL 20 SPY1405U194 SPY Sep5'14 194 put 0.17 20 9/6/2014 9:01 321
8/26/2014 13:54 BUY 20 GLD1405I129 GLD Sep5'14 129 call 0.06 20 9/6/2014 9:01 -139
8/26/2014 13:59 SELL 20 GLD1405I127 GLD Sep5'14 127 call 0.11 20 9/6/2014 9:01 201
8/19/2014 9:30 SELL 20 SPY1429T190 SPY Aug29'14 190 put 0.17 20 8/30/2014 9:16 321
8/18/2014 15:52 BUY 20 SPY1429T188 SPY Aug29'14 188 put 0.16 20 8/30/2014 9:16 -339
8/18/2014 15:58 SELL 20 IWM1429H118 IWM Aug29'14 118 call 0.11 20 8/30/2014 9:00 201
8/18/2014 15:58 BUY 20 IWM1429H120 IWM Aug29'14 120 call 0.02 20 8/30/2014 9:00 -59
8/18/2014 15:54 SELL 20 IWM1429T109 IWM Aug29'14 109 put 0.15 20 8/30/2014 9:00 281
8/18/2014 15:53 BUY 20 IWM1429T107 IWM Aug29'14 107 put 0.09 20 8/30/2014 9:00 -199
8/11/2014 15:04 BUY 20 GLD1422T119 GLD Aug22'14 119 put 0.06 20 8/23/2014 9:02 -139
8/11/2014 15:04 SELL 20 GLD1422T121 GLD Aug22'14 121 put 0.1 20 8/23/2014 9:02 181
8/11/2014 15:08 BUY 20 SPY1422T184 SPY Aug22'14 184 put 0.19 20 8/23/2014 9:02 -399
8/11/2014 15:08 SELL 20 SPY1422T186 SPY Aug22'14 186 put 0.27 20 8/23/2014 9:02 521
8/11/2014 15:12 SELL 20 IWM1422H118 IWM Aug22'14 118 call 0.08 20 8/23/2014 9:02 141
8/11/2014 15:11 BUY 20 IWM1422H120 IWM Aug22'14 120 call 0.03 20 8/23/2014 9:02 -79
8/11/2014 15:37 BUY 20 IWM1422T105 IWM Aug22'14 105 put 0.11 20 8/23/2014 9:02 -239
8/11/2014 15:37 SELL 20 IWM1422T107 IWM Aug22'14 107 put 0.18 20 8/23/2014 9:02 341
8/4/2014 15:42 SELL 20 GLD1416H128 GLD Aug16'14 128 call 0.13 20 8/17/2014 9:01 241
8/4/2014 15:41 BUY 20 GLD1416H130 GLD Aug16'14 130 call 0.07 20 8/17/2014 9:01 -159
8/4/2014 15:40 SELL 20 GLD1416T120 GLD Aug16'14 120 put 0.16 20 8/17/2014 9:00 301
8/4/2014 15:33 SELL 20 SPY1416T185 SPY Aug16'14 185 put 0.22 20 8/17/2014 9:00 421
8/4/2014 15:36 SELL 20 IWM1416T105 IWM Aug16'14 105 put 0.17 20 8/17/2014 9:00 321
8/4/2014 15:36 BUY 20 IWM1416T103 IWM Aug16'14 103 put 0.11 20 8/17/2014 9:00 -239
8/4/2014 15:39 BUY 20 GLD1416T118 GLD Aug16'14 118 put 0.08 20 8/17/2014 9:00 -179
8/4/2014 15:34 BUY 20 SPY1416H200 SPY Aug16'14 200 call 0.05 20 8/17/2014 9:00 -119
8/4/2014 15:37 SELL 20 IWM1416H116 IWM Aug16'14 116 call 0.09 20 8/17/2014 9:00 161
8/4/2014 15:37 BUY 20 IWM1416H118 IWM Aug16'14 118 call 0.03 20 8/17/2014 9:00 -79
8/4/2014 15:32 BUY 20 SPY1416T183 SPY Aug16'14 183 put 0.16 20 8/17/2014 9:00 -339
8/4/2014 15:35 SELL 20 SPY1416H198 SPY Aug16'14 198 call 0.18 20 8/17/2014 9:00 341

Net gain of $1534. The initial equity of the system is $25,000 so this equates to a return of just over 6% in a month. This is in line with my stated system goal of 1% per week.

Note also that every vertical spread since August closed profitably. That is because these are low risk positions - like any trade they can go against you, and in this case the max loss would be $4000 but that has not happened to the system. We have had a few instances where we needed to buy the underlying and sell it immediately to avoid a margin call, but in all cases the trade was profitable.

General Discussion · Is there a way to use options pricing to forecast/crowdsource likely future pricing of stock?
Kevin_in_GA
msg #121469
9/8/2014 2:52:01 PM

Google "option pain" - lots of folks believe that the market makers will drive the price to the point where options are worth the least. That is one prediction that, if true, you can use to your advantage.

Stock Picks and Trading · Intraday Alerts
Kevin_in_GA
msg #121453
9/5/2014 9:18:07 PM

JP:

Sorry to see that you are leaving SF, but I understand. Most of the more senior members have left, and while I will keep on here my posting frequency has dropped to a trickle since I started trading my systems on Collective2.

Best of luck going forward (not that you need it, but it never hurts to have it on your side). You have my contact info - please stay in touch.

Kevin

Filter Exchange · Help w/ Candlesticks
Kevin_in_GA
msg #121437
9/4/2014 8:26:10 AM

http://www.stockfetcher.com/forums/Indicators/Candlestick-Patterns/108408

Please use the search function before posting questions like this - the short answer is that you simply replace "Bullish" with Bearish" but this link will give you all of the pre-built candlestick patterns.

General Discussion · Leading stocks on the S&P for the month
Kevin_in_GA
msg #121323
8/12/2014 8:26:30 PM

Fetcher[
S&P 500
add column relative strength(SPY,21)
sort on column 5 descending
]



Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
Kevin_in_GA
msg #121269
8/5/2014 5:27:28 PM

Yes - SPY has performed the best.

Fetcher[
symlist(SPY,IWM,EFA,AGG)
offset 4/30/2014
sort on column 5 descending
]



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